Background: To unravel the causes of major depressive disorder (MDD), the third leading cause of disease burden around the world, ethological animal models have recently been proposed. Our previous studies highlighted a depressive-like profile among single- and socially-housed farm-bred cynomolgus macaques. Although phylogenetically close, cynomolgus and rhesus macaques, the two most commonly used macaque species in biomedical research, differ on several levels such as patterns of aggression, reconciliation, temperament, or dominance styles. The question of whether one captive macaque species was more vulnerable than another in the development of a pathological profile reminiscent of MDD symptoms was explored. Methods: Behavioral data (including body postures, orientations, gaze directions, inter-individual distances, and locations in the cage) were collected in farming conditions. Using an unbiased validated ethological scan-sampling method, followed by multiple correspondence and hierarchical clustering analyses, 40 single- and 35 socially-housed rhesus macaques were assessed. Independently, for each housing condition, inter-species comparisons were made with previously acquired data on farm-bred cynomolgus monkeys. Results: Consistent with our previous studies, we found depressive-like characteristics (e.g., inactivity, low level of investigation and maintenance, long time spent inactive while facing the wall) among single- and socially-housed rhesus macaques. Species-specificities were reported in non-depressive time budgets and in the prevalence of the pathological profiles. Conclusions: Our results suggest that rhesus may be more vulnerable to developing a despair-like state than cynomolgus macaques, both in single- and in social-housing conditions. Therefore, rhesus macaques are more suitable for use as a "spontaneous" model of depressive disorders.